CZR (Caesars Entertainment, Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for CZR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current CZR Expected Move
30-Day Straddle
$1.58
7-Day Straddle
$3.69
Avg IV
0.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to CZR's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CZR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $1.58 $3.69 0.5% 37%
20260924 $3.28 $1.26 0.5% 34%
20260923 $1.56 $0.42 0.4% 25%
20260922 $8.79 $0.47 0.5% 33%
20260921 $1.79 $1.26 0.6% 39%
20260918 $0.74 $1.25 0.6% 45%
20260917 $2.74 $2.26 0.5% 33%
20260916 $2.77 $3.71 0.7% 46%
20260915 $2.88 $2.41 0.7% 46%
20260914 $7.86 $1.69 0.6% 42%
20260911 $0.72 $1.23 0.6% 44%
20260910 $2.50 $0.81 0.6% 41%
20260909 $1.69 $1.86 0.6% 40%
20260908 $1.55 $0.40 0.6% 41%
20260904 $0.47 $1.22 0.6% 39%
20260903 $0.84 $1.67 0.6% 45%
20260902 $2.50 $1.35 0.5% 36%
20260901 $1.41 $1.26 0.6% 42%
20260831 $0.89 $1.23 0.4% 28%
20260828 $0.80 $0.43 0.2% 12%
20260827 $1.17 $1.26 0.5% 33%
20260826 $0.73 $4.25 0.4% 28%
20260825 $0.80 $1.57 0.5% 34%
20260824 $0.80 $0.62 0.6% 41%
20260821 $0.57 $0.36 0.4% 27%
20260820 $0.67 $0.34 0.6% 41%
20260819 $0.73 $1.25 0.7% 47%
20260818 $1.13 $0.78 0.6% 39%
20260817 $0.71 $1.32 0.6% 45%
20260814 $1.41 $0.51 0.5% 29%
20260813 $0.37 $0.47 0.4% 22%
20260812 $1.50 $1.35 0.4% 24%
20260811 $1.53 $1.48 0.5% 29%
20260810 $2.72 $0.45 0.2% 8%
20260806 $0.91 $0.60 0.4% 22%
20260805 $0.90 $1.42 0.3% 19%
20260804 $0.78 $1.61 0.4% 27%
20260803 $1.89 $0.70 0.4% 29%
20260731 $0.64 $1.92 0.4% 26%
20260730 $1.56 $1.64 0.4% 28%
20260729 $1.70 $1.55 0.4% 25%
20260728 $3.25 $1.66 0.3% 14%
20260727 $2.92 $0.58 0.4% 23%
20260724 $1.24 $1.69 0.4% 28%
20260723 $1.27 $2.09 0.5% 31%
20260722 $1.28 $1.60 0.4% 28%
20260721 $1.00 $1.58 0.4% 26%
20260720 $1.40 $0.60 0.4% 28%
20260716 $2.09 $0.85 0.4% 23%
20260715 $1.77 $1.72 0.4% 21%
20260714 $2.57 $0.89 0.2% 12%
20260713 $2.70 $1.38 0.3% 14%
20260710 $2.12 $1.72 0.3% 18%
20260709 $2.93 $0.94 0.4% 21%
20260708 $1.17 $1.31 0.4% 29%
20260707 $2.23 $2.89 0.5% 33%
20260706 $2.65 $1.74 0.4% 24%
20260702 $3.00 $1.73 0.4% 22%
20260701 $2.30 $1.94 0.5% 35%